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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+6.87%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$14.8B
AUM Growth
+$3.87B
Cap. Flow
+$261M
Cap. Flow %
1.76%
Top 10 Hldgs %
38.3%
Holding
2,801
New
779
Increased
908
Reduced
590
Closed
508

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$368M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$43.8M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$14.8M
4
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$12.5M
5
DCUE
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
+$10.3M

Top Sells

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$13.8M
2
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$11.7M
3
AVTR.PRA
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
+$10.7M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$10.1M
5
IJR icon
iShares Core S&P Small-Cap ETF
IJR
+$9.54M

Sector Composition

Rank Sector Weight
1 Miscellaneous 98.29%
2 Financials 0.26%
3 Technology 0.25%
4 Healthcare 0.21%
5 Consumer Discretionary 0.16%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EDU icon
901
CALL
New Oriental
EDU
$8.88B
$1.32M 0.01%
10,900
-4,000
-27% -$478K
ARCC icon
902
PUT
Ares Capital
ARCC
$13.9B
$1.32M 0.01%
70,800
-7,600
-10% -$141K
FANG icon
903
CALL
Diamondback Energy
FANG
$54.5B
$1.32M 0.01%
+14,200
New +$1.18M
PH icon
904
PUT
Parker-Hannifin
PH
$116B
$1.32M 0.01%
6,400
-4,700
-42% -$911K
EWJ icon
905
CALL
iShares MSCI Japan ETF
EWJ
$23.3B
$1.31M 0.01%
22,200
+10,000
+82% +$589K
BBBY
906
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.31M 0.01%
+75,900
New +$1.06M
WW
907
CALL
DELISTED
WW International
WW
$1.31M 0.01%
34,300
+17,900
+109% +$679K
MXIM
908
CALL
DELISTED
Maxim Integrated Products
MXIM
$1.31M 0.01%
21,300
+16,200
+318% +$943K
VRTSP
909
DELISTED
Virtus Investment Partners, Inc. 7.25% Series D Mandatory Convertible Preferred Stock
VRTSP
$1.31M 0.01%
+12,905
New +$1.23M
CB icon
910
PUT
Chubb
CB
$132B
$1.31M 0.01%
8,400
+6,000
+250% +$918K
WSM icon
911
CALL
Williams-Sonoma
WSM
$25.7B
$1.3M 0.01%
35,400
+19,600
+124% +$681K
ZION icon
912
PUT
Zions Bancorporation
ZION
$9.56B
$1.3M 0.01%
25,000
-5,700
-19% -$277K
SAN icon
913
Banco Santander
SAN
$209B
$1.29M 0.01%
324,709
+112,968
+53% +$439K
NUGT icon
914
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.13B
$1.28M 0.01%
+7,370
New +$1.06M
NEE icon
915
PUT
NextEra Energy
NEE
$168B
$1.28M 0.01%
21,200
-5,600
-21% -$327K
PSA icon
916
CALL
Public Storage
PSA
$55.1B
$1.28M 0.01%
6,000
-3,300
-35% -$732K
DHI icon
917
PUT
D.R. Horton
DHI
$38.7B
$1.28M 0.01%
24,200
-5,600
-19% -$299K
TBT icon
918
CALL
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$315M
$1.28M 0.01%
48,100
+36,900
+329% +$942K
W icon
919
CALL
Wayfair
W
$14.1B
$1.27M 0.01%
14,100
-3,300
-19% -$308K
RGLD icon
920
PUT
Royal Gold
RGLD
$20.8B
$1.27M 0.01%
10,400
-5,100
-33% -$603K
NLY icon
921
Annaly Capital Management
NLY
$16B
$1.27M 0.01%
33,629
+28,510
+557% +$1.04M
CTSH icon
922
CALL
Cognizant
CTSH
$27.9B
$1.26M 0.01%
20,400
-33,000
-62% -$2.04M
ACWI icon
923
iShares MSCI ACWI ETF
ACWI
$32.6B
$1.26M 0.01%
15,953
+12,484
+360% +$954K
CHEF icon
924
PUT
Chefs' Warehouse
CHEF
$4.47B
$1.26M 0.01%
+33,100
New +$1.2M
OLLI icon
925
CALL
Ollie's Bargain Outlet
OLLI
$4.35B
$1.26M 0.01%
19,300
+4,300
+29% +$272K
35 36
37
38 39

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Two Sigma Securities's Q4 2019 Portfolio in Review

As of Q4 2019, Two Sigma Securities held 2,801 positions worth $14.8B, up 35% from $11B the previous quarter. Its ten largest holdings account for 38% of the portfolio.

Two Sigma Securities's Q4 2019 filing shows 779 new, 908 increased, 590 reduced and 508 closed positions. Its largest new stake was Invesco QQQ Trust: 218,534 shares worth $46.5M. The largest sale was Amazon, an estimated $13.8M.

By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 97% a quarter earlier, followed by Financials and Technology.

  • Two Sigma Securities's largest Q4 2019 buy was Invesco QQQ Trust: 218,534 shares worth $46.5M.
  • Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q4 2019, an estimated $368M increase.
  • Two Sigma Securities's biggest Q4 2019 reduction was Amazon, cutting an estimated $13.8M.
  • Two Sigma Securities fully exited Avantor, Inc. Series A Mandatory Convertible Preferred Stock in Q4 2019, selling an estimated $10.7M.
  • Two Sigma Securities's ten largest holdings make up 38% of its $14.8B portfolio in Q4 2019.
  • Two Sigma Securities opened 779 new positions and closed 508 in Q4 2019.
  • Two Sigma Securities's portfolio value rose 35% quarter-over-quarter to $14.8B.

Based on Two Sigma Securities's 13F filing for Q4 2019, filed 14 Feb 2020.